+227.1%
NVT vs DPZ
-28.5%
+255.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.1% |
| 7D | +8.0% | +2.2% | +5.7% | +7.6% |
| 30D | -24.8% | +15.5% | -40.3% | -26.9% |
| 3M | -32.4% | -2.0% | -30.4% | -32.4% |
| 6M | -33.5% | +12.1% | -45.6% | -36.0% |
| YTD | +13.2% | -16.6% | +29.8% | +17.5% |
| 1Y | +9.0% | -14.6% | +23.5% | +12.1% |
| 3Y | +129.4% | -4.1% | +133.5% | +123.9% |
| All | +227.1% | -28.5% | +255.6% | +259.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling